This commit is contained in:
jl777
2019-04-02 05:54:30 -11:00
parent 9b75e70178
commit 355ce81643

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@@ -2251,7 +2251,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( lowprice == refprice ) if ( lowprice == refprice )
lowprice--; lowprice--;
sum = 0; sum = 0;
fprintf(stderr,"firsti.%d: ",i); //fprintf(stderr,"firsti.%d: ",i);
for (j=0; j<daywindow; j++,i++) for (j=0; j<daywindow; j++,i++)
{ {
if ( i >= daywindow ) if ( i >= daywindow )
@@ -2260,13 +2260,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
return(-1); return(-1);
if ( price >= lowprice && price <= highprice ) if ( price >= lowprice && price <= highprice )
{ {
fprintf(stderr,"%.1f ",(double)price/10000); //fprintf(stderr,"%.1f ",(double)price/10000);
sum += price; sum += price;
correlation++; correlation++;
if ( correlation > (daywindow>>1) ) if ( correlation > (daywindow>>1) )
{ {
fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation); //fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
return(sum*mult/correlation); //return(sum*mult/correlation);
n = 0; n = 0;
i = (iter + seed) % daywindow; i = (iter + seed) % daywindow;
for (k=0; k<daywindow; k++,i++) for (k=0; k<daywindow; k++,i++)
@@ -2283,7 +2283,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
else else
{ {
nonzprices[i] = price; nonzprices[i] = price;
fprintf(stderr,"(%d %u) ",i,rawprices[i]); //fprintf(stderr,"(%d %u) ",i,rawprices[i]);
n++; n++;
} }
} }
@@ -2296,7 +2296,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
if ( nonzprices[i] != 0 ) if ( nonzprices[i] != 0 )
break; break;
firstprice = nonzprices[i]; firstprice = nonzprices[i];
fprintf(stderr,"firsti.%d: ",i); //fprintf(stderr,"firsti.%d: ",i);
for (i=0; i<daywindow; i++) for (i=0; i<daywindow; i++)
{ {
if ( (price= nonzprices[i]) != 0 ) if ( (price= nonzprices[i]) != 0 )
@@ -2311,7 +2311,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
fprintf(stderr,"seed.%llu n.%d vs correlation.%d sum %llu, den %llu\n",(long long)seed,n,correlation,(long long)sum,(long long)den); fprintf(stderr,"seed.%llu n.%d vs correlation.%d sum %llu, den %llu\n",(long long)seed,n,correlation,(long long)sum,(long long)den);
return(-1); return(-1);
} }
fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN); //fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
return((sum * mult) / den); return((sum * mult) / den);
} }
} }